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Volatility
Prognoseverfahren
40,221
Forecasting model
40,220
Theorie
13,470
Theory
13,467
Prognose
6,185
Forecast
5,980
Estimation
5,882
Schätzung
5,879
Zeitreihenanalyse
5,712
Time series analysis
5,697
Capital income
4,705
Kapitaleinkommen
4,705
Wirtschaftsprognose
3,833
Economic forecast
3,813
Volatilität
3,745
Börsenkurs
3,489
Share price
3,489
USA
3,484
United States
3,463
Leading indicator
2,439
Frühindikator
2,437
Welt
2,091
World
2,091
Neural networks
1,911
Neuronale Netze
1,910
Schätztheorie
1,860
Estimation theory
1,859
Inflation
1,791
ARCH model
1,783
ARCH-Modell
1,783
Künstliche Intelligenz
1,750
Artificial intelligence
1,747
Aktienmarkt
1,742
Stock market
1,734
Finanzanalyse
1,669
Financial analysis
1,658
Bayesian inference
1,648
Bayes-Statistik
1,643
Forecasting
1,611
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593
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Book section
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Thesis
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Collection of articles of several authors
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Sammlung
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Conference paper
6
Konferenzbeitrag
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5
Bibliography included
5
Systematic review
5
Übersichtsarbeit
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4
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3
Handbook
3
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3
Lehrbuch
3
Textbook
3
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2
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English
3,722
German
18
French
2
Spanish
1
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Gupta, Rangan
121
Ma, Feng
82
McAleer, Michael
47
Pierdzioch, Christian
47
Bollerslev, Tim
45
Zhang, Yaojie
40
Liang, Chao
33
Wang, Yudong
33
Diebold, Francis X.
32
Bouri, Elie
30
Wei, Yu
29
Lux, Thomas
27
Salisu, Afees A.
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Asai, Manabu
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Bonato, Matteo
18
Molnár, Peter
18
Patton, Andrew J.
18
Chan, Joshua
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
Wu, Xinyu
15
Ji, Qiang
14
Marcellino, Massimiliano
14
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National Bureau of Economic Research
17
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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International journal of forecasting
123
Energy economics
117
Finance research letters
115
Journal of forecasting
114
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
Department of Economics working paper series
39
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
31
The European journal of finance
31
Discussion paper / Tinbergen Institute
30
Working paper
30
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Research in international business and finance
22
Journal of financial economics
21
Computational economics
20
Journal of applied econometrics
19
Risks : open access journal
19
CREATES research paper
17
Finance and economics discussion series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Financial innovation : FIN
16
NBER working paper series
16
CAMA working paper series
15
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ECONIS (ZBW)
3,743
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1
Tracking the performance of listed shares : a comparison between JSE single- and dual-listed shares
Müller, Mariska
;
Ferreira-Schenk, Suné
;
Jansen van …
- In:
International journal of economics and financial issues …
12
(
2022
)
6
,
pp. 145-154
Persistent link: https://www.econbiz.de/10014227838
Saved in:
2
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
4
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
5
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
Saved in:
6
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
;
Faff, Robert W.
-
1994
Persistent link: https://www.econbiz.de/10000894255
Saved in:
7
On the use of implied stock volatilities in the prediction of successful corporate takeovers
Barone-Adesi, Giovanni
;
Brown, Keith C.
;
Harlow, W. V.
-
1994
Persistent link: https://www.econbiz.de/10000896978
Saved in:
8
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1990
Persistent link: https://www.econbiz.de/10000811111
Saved in:
9
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
10
Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
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